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The current value of the S&P500 index is 2300. The interest rate is 1% per year with continuous compounding, and the dividend yield on the
The current value of the S&P500 index is 2300. The interest rate is 1% per year with continuous compounding, and the dividend yield on the index is 3% per year. What should be the 6-month futures price?
A.2254.46
B.2277.11
C.2311.53
D.2323.12
E.2346.46
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